+86.1%
HUM vs GD
+8.1%
+78.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.0% |
| 7D | +4.8% | -1.9% | +6.7% | +5.6% |
| 30D | +1.6% | +10.9% | -9.3% | -2.6% |
| 3M | +13.8% | -6.8% | +20.6% | +17.1% |
| 6M | +60.0% | +7.0% | +53.0% | +54.6% |
| YTD | +72.7% | +11.1% | +61.6% | +59.4% |
| 1Y | +86.1% | +7.0% | +79.1% | +77.5% |
| All | +86.1% | +8.1% | +78.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling